文章基本信息

标题：System for Prediction of Non Stationary Time Series based on the Wavelet Radial Bases Function Neural Network Model
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作者：Heni Kusdarwati ; Samingun Handoyo
期刊名称：International Journal of Electrical and Computer Engineering
电子版ISSN：2088-8708
出版年度：2018
卷号：8
期号：4
页码：2327-2337
DOI：10.11591/ijece.v8i4.pp%p
语种：English
出版社：Institute of Advanced Engineering and Science (IAES)
摘要：This paper proposes and examines the performance of a hybrid model called the wavelet radial bases function NN (WRBFNN). This model will be compared its performance with the WFFNN model by developing a prediction or forecasting system that considers two types of input formats: input9 and input17, and also considers 4 types of non-stationary time series data. The MODWT transform is used to generate wavelet and smooth coefficients, in which several elements of both coefficients are chosen in a particular way to serve as inputs to the NN model in both RBFNN and FFNN models. The performance of both WRBFNN and WFFNN models is evaluated using MAPE and MSE value indicators, while the computation process of the two models is compared using two indicators, many epoch, and length of training. In stationary benchmark data, all models have a performance with very high accuracy. The WRBFNN9 model is the most superior model in nonstationary data containing linear trend elements, while the WFFNN17 model performs best on non-stationary data with the non-linear trend and seasonal elements. In terms of speed in computing, the WRBFNN model is superior with a much smaller number of epochs and much shorter training time.
其他摘要：This paper proposes and examines the performance of a hybrid model called the wavelet radial bases function NN (WRBFNN). This model will be compared its performance with the WFFNN model by developing a prediction or forecasting system that considers two types of input formats: input9 and input17, and also considers 4 types of non-stationary time series data. The MODWT transform is used to generate wavelet and smooth coefficients, in which several elements of both coefficients are chosen in a particular way to serve as inputs to the NN model in both RBFNN and FFNN models. The performance of both WRBFNN and WFFNN models is evaluated using MAPE and MSE value indicators, while the computation process of the two models is compared using two indicators, many epoch, and length of training. In stationary benchmark data, all models have a performance with very high accuracy. The WRBFNN9 model is the most superior model in nonstationary data containing linear trend elements, while the WFFNN17 model performs best on non-stationary data with the non-linear trend and seasonal elements. In terms of speed in computing, the WRBFNN model is superior with a much smaller number of epochs and much shorter training time.
关键词：Artificial Neural Network Non Stationary System for Prediction Time Series Wavelet Transform